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template<typename T , matrix_order PO1, matrix_style PS1, matrix_order PO2, matrix_style PS2, typename FUNCTOR , typename RNGTYPE >
T scythe::linesearch2 |
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FUNCTOR |
fun, |
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const Matrix< T, PO1, PS1 > & |
theta, |
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const Matrix< T, PO2, PS2 > & |
p, |
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rng< RNGTYPE > & |
runif |
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Find the step length that minimizes an implied 1-dimensional function.
This function performs a line search to find the step length that approximately minimizes an implied one dimensional function.
- Parameters:
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fun | The function to minimize. This function should take one Matrix (vector) argument of type T and return a single value of type T. |
theta | A column vector of parameter values that anchor the 1-dimensional function. |
p | A direction vector that creates the 1-dimensional function. |
runif | A random uniform number generator function object (an object that returns a random uniform variate on (0,1) when its () operator is invoked). |
- See also:
- linesearch1(FUNCTOR fun, const Matrix<T,PO1,PS1>& theta, const Matrix<T,PO2,PS2>& p)
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zoom(FUNCTOR fun, T alpha_lo, T alpha_hi, const Matrix<T,PO1,PS1>& theta, const Matrix<T,PO2,PS2>& p)
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BFGS(FUNCTOR fun, const Matrix<T,PO,PS>& theta, rng<RNGTYPE>& runif, unsigned int maxit, T tolerance, bool trace = false)
- Exceptions:
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- Note:
- Users will typically wish to implement fun in terms of a functor. Using a functor provides a generic way in which to evaluate functions with more than one parameter. Furthermore, although one can pass a function pointer to this routine, the compiler cannot inline and fully optimize code referenced by function pointers.
References fabs(), gradfdifls(), scythe::Matrix_base< ORDER, STYLE >::isColVector(), SCYTHE_CHECK_10, and zoom().
Referenced by BFGS().
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